SIEMENS

Siemens Ltd

3155.6 -48.60 (-1.52%)

L: 3126.7 H: 3210

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Historical option data for SIEMENS
09 Dec 2025 10:22 AM IST

Strike Price

Expiry

Ltp Ltp OI Open Interest (OI) OI Chg Change Open Interest Volume Volume IV IV

Call
Put

Per Lot

SIEMENS 30-DEC-2025 3250 CE
Delta: 0.35 Vega: 2.82 Theta: -1.89 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Dec	3155.30	41.9 ₹ 5,237.5	-20.75 -2593.75	24.00	580 72,500	25 3,125	326 40,750
8 Dec	3204.20	57.55 ₹ 7,193.75	-71.3 -8912.50	23.34	925 1,15,625	51 6,375	303 37,875
5 Dec	3325.90	126.45 ₹ 15,806.25	-34 -4250.00	20.79	191 23,875	-10 -1,250	255 31,875
4 Dec	3362.50	154.1 ₹ 19,262.5	15.6 1950.00	21.35	57 7,125	-10 -1,250	264 33,000

3 Dec	3329.90	135.65 ₹ 16,956.25	-28.85 -3606.25	20.26	119 14,875	-6 -750	276 34,500
2 Dec	3361.00	166.55 ₹ 20,818.75	38.5 4812.50	22.06	3,487 4,35,875	27 3,375	283 35,375
1 Dec	3310.20	131.1 ₹ 16,387.5	6.8 850.00	20.85	134 16,750	0 0	256 32,000
28 Nov	3297.00	125 ₹ 15,625	-9.65 -1206.25	20.71	149 18,625	3 375	257 32,125
27 Nov	3312.10	132.5 ₹ 16,562.5	-17.15 -2143.75	21.94	466 58,250	-11 -1,375	254 31,750
26 Nov	3318.80	144.6 ₹ 18,075	72.15 9018.75	23.45	5,485 6,85,625	-32 -4,000	265 33,125
25 Nov	3181.10	71.8 ₹ 8,975	0.2 25.00	21.72	834 1,04,250	-80 -10,000	300 37,500
24 Nov	3163.90	73.55 ₹ 9,193.75	-3.8 -475.00	24.40	532 66,500	116 14,500	380 47,500
21 Nov	3173.50	78.75 ₹ 9,843.75	-23 -2875.00	24.20	744 93,000	74 9,250	264 33,000
20 Nov	3216.30	103 ₹ 12,875	2.45 306.25	24.58	539 67,375	77 9,625	190 23,750
19 Nov	3211.50	99.8 ₹ 12,475	-27.8 -3475.00	23.67	168 21,000	23 2,875	112 14,000
18 Nov	3249.50	126.7 ₹ 15,837.5	2.45 306.25	24.63	195 24,375	55 6,875	83 10,375
17 Nov	3232.60	125 ₹ 15,625	51.8 6475.00	25.25	79 9,875	20 2,500	28 3,500
14 Nov	3084.20	73.2 ₹ 9,150	-17.1 -2137.50	-	0 0	0 0	0 0
13 Nov	3066.10	73.2 ₹ 9,150	-17.1 -2137.50	-	0 0	6 750	0 0
12 Nov	3056.60	73.2 ₹ 9,150	-17.1 -2137.50	28.95	7 875	0 0	2 250
11 Nov	3022.00	90.3 ₹ 11,287.5	-66.9 -8362.50	-	0 0	0 0	0 0
10 Nov	3054.40	90.3 ₹ 11,287.5	-66.9 -8362.50	-	0 0	0 0	0 0
7 Nov	3033.40	90.3 ₹ 11,287.5	-66.9 -8362.50	-	0 0	2 250	0 0
6 Nov	3083.50	90.3 ₹ 11,287.5	-66.9 -8362.50	29.23	2 250	0 0	0 0
3 Nov	3127.50	157.2 ₹ 19,650	0 0.00	1.59	0 0	0 0	0 0
29 Oct	3148.70	157.2 ₹ 19,650	0 0.00	0.73	0 0	0 0	0 0

For Siemens Ltd - strike price 3250 expiring on 30DEC2025

Delta for 3250 CE is 0.35

Historical price for 3250 CE is as follows

On 9 Dec SIEMENS was trading at 3155.30. The strike last trading price was 41.9, which was -20.75 lower than the previous day. The implied volatity was 24.00, the open interest changed by 25 which increased total open position to 326

On 8 Dec SIEMENS was trading at 3204.20. The strike last trading price was 57.55, which was -71.3 lower than the previous day. The implied volatity was 23.34, the open interest changed by 51 which increased total open position to 303

On 5 Dec SIEMENS was trading at 3325.90. The strike last trading price was 126.45, which was -34 lower than the previous day. The implied volatity was 20.79, the open interest changed by -10 which decreased total open position to 255

On 4 Dec SIEMENS was trading at 3362.50. The strike last trading price was 154.1, which was 15.6 higher than the previous day. The implied volatity was 21.35, the open interest changed by -10 which decreased total open position to 264

On 3 Dec SIEMENS was trading at 3329.90. The strike last trading price was 135.65, which was -28.85 lower than the previous day. The implied volatity was 20.26, the open interest changed by -6 which decreased total open position to 276

On 2 Dec SIEMENS was trading at 3361.00. The strike last trading price was 166.55, which was 38.5 higher than the previous day. The implied volatity was 22.06, the open interest changed by 27 which increased total open position to 283

On 1 Dec SIEMENS was trading at 3310.20. The strike last trading price was 131.1, which was 6.8 higher than the previous day. The implied volatity was 20.85, the open interest changed by 0 which decreased total open position to 256

On 28 Nov SIEMENS was trading at 3297.00. The strike last trading price was 125, which was -9.65 lower than the previous day. The implied volatity was 20.71, the open interest changed by 3 which increased total open position to 257

On 27 Nov SIEMENS was trading at 3312.10. The strike last trading price was 132.5, which was -17.15 lower than the previous day. The implied volatity was 21.94, the open interest changed by -11 which decreased total open position to 254

On 26 Nov SIEMENS was trading at 3318.80. The strike last trading price was 144.6, which was 72.15 higher than the previous day. The implied volatity was 23.45, the open interest changed by -32 which decreased total open position to 265

On 25 Nov SIEMENS was trading at 3181.10. The strike last trading price was 71.8, which was 0.2 higher than the previous day. The implied volatity was 21.72, the open interest changed by -80 which decreased total open position to 300

On 24 Nov SIEMENS was trading at 3163.90. The strike last trading price was 73.55, which was -3.8 lower than the previous day. The implied volatity was 24.40, the open interest changed by 116 which increased total open position to 380

On 21 Nov SIEMENS was trading at 3173.50. The strike last trading price was 78.75, which was -23 lower than the previous day. The implied volatity was 24.20, the open interest changed by 74 which increased total open position to 264

On 20 Nov SIEMENS was trading at 3216.30. The strike last trading price was 103, which was 2.45 higher than the previous day. The implied volatity was 24.58, the open interest changed by 77 which increased total open position to 190

On 19 Nov SIEMENS was trading at 3211.50. The strike last trading price was 99.8, which was -27.8 lower than the previous day. The implied volatity was 23.67, the open interest changed by 23 which increased total open position to 112

On 18 Nov SIEMENS was trading at 3249.50. The strike last trading price was 126.7, which was 2.45 higher than the previous day. The implied volatity was 24.63, the open interest changed by 55 which increased total open position to 83

On 17 Nov SIEMENS was trading at 3232.60. The strike last trading price was 125, which was 51.8 higher than the previous day. The implied volatity was 25.25, the open interest changed by 20 which increased total open position to 28

On 14 Nov SIEMENS was trading at 3084.20. The strike last trading price was 73.2, which was -17.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 13 Nov SIEMENS was trading at 3066.10. The strike last trading price was 73.2, which was -17.1 lower than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 0

On 12 Nov SIEMENS was trading at 3056.60. The strike last trading price was 73.2, which was -17.1 lower than the previous day. The implied volatity was 28.95, the open interest changed by 0 which decreased total open position to 2

On 11 Nov SIEMENS was trading at 3022.00. The strike last trading price was 90.3, which was -66.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 10 Nov SIEMENS was trading at 3054.40. The strike last trading price was 90.3, which was -66.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 7 Nov SIEMENS was trading at 3033.40. The strike last trading price was 90.3, which was -66.9 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0

On 6 Nov SIEMENS was trading at 3083.50. The strike last trading price was 90.3, which was -66.9 lower than the previous day. The implied volatity was 29.23, the open interest changed by 0 which decreased total open position to 0

On 3 Nov SIEMENS was trading at 3127.50. The strike last trading price was 157.2, which was 0 lower than the previous day. The implied volatity was 1.59, the open interest changed by 0 which decreased total open position to 0

On 29 Oct SIEMENS was trading at 3148.70. The strike last trading price was 157.2, which was 0 lower than the previous day. The implied volatity was 0.73, the open interest changed by 0 which decreased total open position to 0

SIEMENS 30DEC2025 3250 PE
Delta: -0.63 Vega: 2.86 Theta: -1.18 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Dec	3155.30	124 ₹ 15,500	27.9 3487.50	26.20	82 10,250	-9 -1,125	321 40,125
8 Dec	3204.20	101.3 ₹ 12,662.5	59.4 7425.00	26.37	1,395 1,74,375	-158 -19,750	337 42,125
5 Dec	3325.90	42.5 ₹ 5,312.5	7.45 931.25	23.50	1,136 1,42,000	32 4,000	499 62,375
4 Dec	3362.50	36.55 ₹ 4,568.75	-8.7 -1087.50	24.31	367 45,875	5 625	465 58,125
3 Dec	3329.90	45.7 ₹ 5,712.5	8.65 1081.25	24.77	588 73,500	-35 -4,375	461 57,625
2 Dec	3361.00	37.9 ₹ 4,737.5	-16.25 -2031.25	24.59	1,394 1,74,250	133 16,625	494 61,750
1 Dec	3310.20	53.3 ₹ 6,662.5	-6.8 -850.00	25.02	631 78,875	-3 -375	363 45,375
28 Nov	3297.00	60.25 ₹ 7,531.25	2.15 268.75	24.49	648 81,000	-42 -5,250	365 45,625
27 Nov	3312.10	59 ₹ 7,375	-0.15 -18.75	24.06	2,168 2,71,000	62 7,750	409 51,125
26 Nov	3318.80	61.5 ₹ 7,687.5	-59 -7375.00	25.21	2,449 3,06,125	282 35,250	354 44,250
25 Nov	3181.10	120.55 ₹ 15,068.75	-10.75 -1343.75	26.50	73 9,125	-3 -375	72 9,000
24 Nov	3163.90	133.75 ₹ 16,718.75	-0.5 -62.50	26.37	9 1,125	6 750	74 9,250
21 Nov	3173.50	131.85 ₹ 16,481.25	20.95 2618.75	25.58	109 13,625	12 1,500	68 8,500
20 Nov	3216.30	111.7 ₹ 13,962.5	-8.6 -1075.00	26.02	94 11,750	28 3,500	57 7,125
19 Nov	3211.50	120.35 ₹ 15,043.75	-0.65 -81.25	27.60	47 5,875	24 3,000	28 3,500
18 Nov	3249.50	121 ₹ 15,125	3 375.00	31.66	6 750	3 375	4 500
17 Nov	3232.60	118 ₹ 14,750	-145.45 -18181.25	29.59	1 125	0 0	0 0
14 Nov	3084.20	263.45 ₹ 32,931.25	0 0.00	-	0 0	0 0	0 0
13 Nov	3066.10	263.45 ₹ 32,931.25	0 0.00	-	0 0	0 0	0 0
12 Nov	3056.60	263.45 ₹ 32,931.25	0 0.00	-	0 0	0 0	0 0
11 Nov	3022.00	263.45 ₹ 32,931.25	0 0.00	-	0 0	0 0	0 0
10 Nov	3054.40	263.45 ₹ 32,931.25	0 0.00	-	0 0	0 0	0 0
7 Nov	3033.40	263.45 ₹ 32,931.25	0 0.00	-	0 0	0 0	0 0
6 Nov	3083.50	263.45 ₹ 32,931.25	0 0.00	-	0 0	0 0	0 0
3 Nov	3127.50	263.45 ₹ 32,931.25	0 0.00	-	0 0	0 0	0 0
29 Oct	3148.70	263.45 ₹ 32,931.25	0 0.00	-	0 0	0 0	0 0

For Siemens Ltd - strike price 3250 expiring on 30DEC2025

Delta for 3250 PE is -0.63

Historical price for 3250 PE is as follows

On 9 Dec SIEMENS was trading at 3155.30. The strike last trading price was 124, which was 27.9 higher than the previous day. The implied volatity was 26.20, the open interest changed by -9 which decreased total open position to 321

On 8 Dec SIEMENS was trading at 3204.20. The strike last trading price was 101.3, which was 59.4 higher than the previous day. The implied volatity was 26.37, the open interest changed by -158 which decreased total open position to 337

On 5 Dec SIEMENS was trading at 3325.90. The strike last trading price was 42.5, which was 7.45 higher than the previous day. The implied volatity was 23.50, the open interest changed by 32 which increased total open position to 499

On 4 Dec SIEMENS was trading at 3362.50. The strike last trading price was 36.55, which was -8.7 lower than the previous day. The implied volatity was 24.31, the open interest changed by 5 which increased total open position to 465

On 3 Dec SIEMENS was trading at 3329.90. The strike last trading price was 45.7, which was 8.65 higher than the previous day. The implied volatity was 24.77, the open interest changed by -35 which decreased total open position to 461

On 2 Dec SIEMENS was trading at 3361.00. The strike last trading price was 37.9, which was -16.25 lower than the previous day. The implied volatity was 24.59, the open interest changed by 133 which increased total open position to 494

On 1 Dec SIEMENS was trading at 3310.20. The strike last trading price was 53.3, which was -6.8 lower than the previous day. The implied volatity was 25.02, the open interest changed by -3 which decreased total open position to 363

On 28 Nov SIEMENS was trading at 3297.00. The strike last trading price was 60.25, which was 2.15 higher than the previous day. The implied volatity was 24.49, the open interest changed by -42 which decreased total open position to 365

On 27 Nov SIEMENS was trading at 3312.10. The strike last trading price was 59, which was -0.15 lower than the previous day. The implied volatity was 24.06, the open interest changed by 62 which increased total open position to 409

On 26 Nov SIEMENS was trading at 3318.80. The strike last trading price was 61.5, which was -59 lower than the previous day. The implied volatity was 25.21, the open interest changed by 282 which increased total open position to 354

On 25 Nov SIEMENS was trading at 3181.10. The strike last trading price was 120.55, which was -10.75 lower than the previous day. The implied volatity was 26.50, the open interest changed by -3 which decreased total open position to 72

On 24 Nov SIEMENS was trading at 3163.90. The strike last trading price was 133.75, which was -0.5 lower than the previous day. The implied volatity was 26.37, the open interest changed by 6 which increased total open position to 74

On 21 Nov SIEMENS was trading at 3173.50. The strike last trading price was 131.85, which was 20.95 higher than the previous day. The implied volatity was 25.58, the open interest changed by 12 which increased total open position to 68

On 20 Nov SIEMENS was trading at 3216.30. The strike last trading price was 111.7, which was -8.6 lower than the previous day. The implied volatity was 26.02, the open interest changed by 28 which increased total open position to 57

On 19 Nov SIEMENS was trading at 3211.50. The strike last trading price was 120.35, which was -0.65 lower than the previous day. The implied volatity was 27.60, the open interest changed by 24 which increased total open position to 28

On 18 Nov SIEMENS was trading at 3249.50. The strike last trading price was 121, which was 3 higher than the previous day. The implied volatity was 31.66, the open interest changed by 3 which increased total open position to 4

On 17 Nov SIEMENS was trading at 3232.60. The strike last trading price was 118, which was -145.45 lower than the previous day. The implied volatity was 29.59, the open interest changed by 0 which decreased total open position to 0

On 14 Nov SIEMENS was trading at 3084.20. The strike last trading price was 263.45, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 13 Nov SIEMENS was trading at 3066.10. The strike last trading price was 263.45, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 12 Nov SIEMENS was trading at 3056.60. The strike last trading price was 263.45, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 11 Nov SIEMENS was trading at 3022.00. The strike last trading price was 263.45, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 10 Nov SIEMENS was trading at 3054.40. The strike last trading price was 263.45, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 7 Nov SIEMENS was trading at 3033.40. The strike last trading price was 263.45, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 6 Nov SIEMENS was trading at 3083.50. The strike last trading price was 263.45, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 3 Nov SIEMENS was trading at 3127.50. The strike last trading price was 263.45, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 29 Oct SIEMENS was trading at 3148.70. The strike last trading price was 263.45, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

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